Anic Equity¶

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Total return since start: 0.57 %¶

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Equity now: -----------------------------> 47943.55 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46548.8 Kr¶

PnL: ---------------------------------------> -339.77 Kr¶

DD now: ---------------------------------> -1.411 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 10:58:49.894386'

Anic Portfolio¶

Today¶

Return: 0.064 %¶

This Week¶

Return: 0.064 %¶

Total¶

Return: 56.955 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.810000 3234.400000 263.400000 8.870000 2971.000006
HEBA B 70 3.180000 2842.000000 206.000000 7.810000 2636.000010
Boozt 12 1.140000 1705.200000 51.200000 3.100000 1653.999996
Corem Property Group B 59 2.020000 625.990000 48.990000 8.490000 576.999999
AcadeMedia 12 1.940000 604.800000 47.800000 8.580000 557.000004
Samhällsbyggnadsbo. i Norden B 20 2.630000 390.600000 35.600000 10.030000 355.000000
MedCap 2 2.470000 456.000000 35.000000 8.310000 421.000000
Resurs Holding 22 0.290000 602.800000 28.800000 5.020000 573.999998
SAAB B 8 -1.000000 3405.600000 28.600000 0.850000 3377.000000
OEM International B 7 1.920000 556.500000 28.500000 5.400000 527.999997
HMS Networks 2 1.690000 696.400000 23.400000 3.480000 673.000000
Intrum 4 2.350000 548.600000 21.600000 4.100000 527.000000
Coor Service Management Hold. 8 2.840000 550.400000 18.400000 3.460000 532.000000
Eastnine 4 -0.940000 504.000000 13.000000 2.650000 491.000000
CTEK 13 2.670000 544.180000 10.180000 1.910000 533.999999
Norva24 Group 16 -1.660000 550.720000 7.720000 1.420000 543.000000
Karnov Group 9 -0.170000 540.000000 4.000000 0.750000 536.000004
Swedbank A 3 -0.290000 565.650000 1.650000 0.290000 564.000000
Securitas B 6 1.280000 571.200000 1.200000 0.210000 570.000000
Creaspac SPAC 6 0.000000 577.800000 0.800000 0.140000 577.000002
Samhällsbyggnadsbo. i Norden D 12 2.390000 246.720000 0.720000 0.290000 246.000000
Handelsbanken A 5 0.000000 544.000000 -2.000000 -0.370000 546.000000
Essity B 2 -0.940000 572.000000 -2.000000 -0.350000 574.000000
Fastighetsbolag. Emilshus Pref 21 -1.300000 559.650000 -2.350000 -0.420000 562.000005
Midsona B 63 3.490000 579.600000 -3.400000 -0.580000 582.999984
Essity A 4 -0.520000 1144.000000 -5.000000 -0.440000 1149.000000
Nordea Bank Abp 29 0.000000 3448.680000 -5.320000 -0.150000 3453.999992
Sampo Oyj SDB 7 0.000000 3843.000000 -7.000000 -0.180000 3850.000000
FM Mattsson Mora Group B 50 -2.520000 2900.000000 -27.000000 -0.920000 2927.000000
International Petroleum Corp. 5 3.010000 564.500000 -30.070000 -5.060000 594.565215
Vivesto 1368 -2.060000 545.010000 -67.990000 -11.090000 612.999432
Axfood 13 -0.040000 3659.500000 -96.500000 -2.570000 3756.000001
OX2 18 0.930000 1462.500000 -201.500000 -12.110000 1663.999992
Fasadgruppen Group 35 0.400000 3500.000000 -311.000000 -8.160000 3810.999990
Ovzon 52 0.900000 2906.800000 -455.200000 -13.540000 3361.999992
TOTAL 46548.800000 -339.770000 -1.41135% 46888.564618

Updated:¶

'2023-01-23 10:59:02.393678'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶